CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 30-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5589 |
1.5610 |
0.0021 |
0.1% |
1.5415 |
| High |
1.5660 |
1.5719 |
0.0059 |
0.4% |
1.5719 |
| Low |
1.5576 |
1.5548 |
-0.0028 |
-0.2% |
1.5406 |
| Close |
1.5615 |
1.5693 |
0.0078 |
0.5% |
1.5693 |
| Range |
0.0084 |
0.0171 |
0.0087 |
103.6% |
0.0313 |
| ATR |
0.0157 |
0.0158 |
0.0001 |
0.6% |
0.0000 |
| Volume |
91,937 |
83,978 |
-7,959 |
-8.7% |
471,953 |
|
| Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6166 |
1.6101 |
1.5787 |
|
| R3 |
1.5995 |
1.5930 |
1.5740 |
|
| R2 |
1.5824 |
1.5824 |
1.5724 |
|
| R1 |
1.5759 |
1.5759 |
1.5709 |
1.5792 |
| PP |
1.5653 |
1.5653 |
1.5653 |
1.5670 |
| S1 |
1.5588 |
1.5588 |
1.5677 |
1.5621 |
| S2 |
1.5482 |
1.5482 |
1.5662 |
|
| S3 |
1.5311 |
1.5417 |
1.5646 |
|
| S4 |
1.5140 |
1.5246 |
1.5599 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6545 |
1.6432 |
1.5865 |
|
| R3 |
1.6232 |
1.6119 |
1.5779 |
|
| R2 |
1.5919 |
1.5919 |
1.5750 |
|
| R1 |
1.5806 |
1.5806 |
1.5722 |
1.5863 |
| PP |
1.5606 |
1.5606 |
1.5606 |
1.5634 |
| S1 |
1.5493 |
1.5493 |
1.5664 |
1.5550 |
| S2 |
1.5293 |
1.5293 |
1.5636 |
|
| S3 |
1.4980 |
1.5180 |
1.5607 |
|
| S4 |
1.4667 |
1.4867 |
1.5521 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5719 |
1.5406 |
0.0313 |
2.0% |
0.0120 |
0.8% |
92% |
True |
False |
94,390 |
| 10 |
1.5719 |
1.5122 |
0.0597 |
3.8% |
0.0146 |
0.9% |
96% |
True |
False |
94,744 |
| 20 |
1.5719 |
1.4946 |
0.0773 |
4.9% |
0.0152 |
1.0% |
97% |
True |
False |
102,809 |
| 40 |
1.5719 |
1.4349 |
0.1370 |
8.7% |
0.0168 |
1.1% |
98% |
True |
False |
96,249 |
| 60 |
1.5719 |
1.4233 |
0.1486 |
9.5% |
0.0191 |
1.2% |
98% |
True |
False |
64,767 |
| 80 |
1.5719 |
1.4233 |
0.1486 |
9.5% |
0.0174 |
1.1% |
98% |
True |
False |
48,677 |
| 100 |
1.5719 |
1.4233 |
0.1486 |
9.5% |
0.0166 |
1.1% |
98% |
True |
False |
39,001 |
| 120 |
1.5758 |
1.4233 |
0.1525 |
9.7% |
0.0138 |
0.9% |
96% |
False |
False |
32,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6446 |
|
2.618 |
1.6167 |
|
1.618 |
1.5996 |
|
1.000 |
1.5890 |
|
0.618 |
1.5825 |
|
HIGH |
1.5719 |
|
0.618 |
1.5654 |
|
0.500 |
1.5634 |
|
0.382 |
1.5613 |
|
LOW |
1.5548 |
|
0.618 |
1.5442 |
|
1.000 |
1.5377 |
|
1.618 |
1.5271 |
|
2.618 |
1.5100 |
|
4.250 |
1.4821 |
|
|
| Fisher Pivots for day following 30-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5673 |
1.5673 |
| PP |
1.5653 |
1.5653 |
| S1 |
1.5634 |
1.5634 |
|